Quantitative Business Analyst - Finance - 6 Month Contract - Sydney CB

Sydney  ‐ Onsite
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Description

Are you a Business Analyst with Quantitative skills and experience? If the answer is yes, one of Australia's largest finance companies is looking for you...

As the Quantitative Business Analyst you will work on the integration of Fixed Income and Structured Products onto Calypso. The role also involves working on a number of smaller initiatives and supporting Front Office Traders in their use of Calypso.

Your role will include the following responsibilities:

  • Integration of Fixed Income and Structured Products onto Calypso
  • Explaining model behaviour and predictions
  • Develop pricers/curves/models and implement them in Calypso for pricing and risk management
  • Prototyping of models and products
  • Timely and accurate  analysis of quantitative risk issues
  • Testing of pricing models and curves
You should have the following skills and experience:

  • Hands-on experience in developing quantitative models, building pricing models and/or quantitative analytics
  • Experience in pricing, risk management and analysis of IR & FI products such as Cap/Floor, FRA, Swap, Swaptions, Bond, Repo etc
  • Proven experience working with at least one established Financial Markets Trading Platform (Calypso, Murex, Wall Street etc.)
  • Experienced at dealing with Front Office Traders
  • Strong understanding of the practical application of Financial markets
  • Good requirements analysis and design skills
  • Strong documentation skills
  • Good communication skills 
  • Highly numerate with a degree in quantitative finance, mathematics or engineering, preferably to Masters level
If your skills and experience match the above criteria, please apply via the link and contact James Perry.
Start date
ASAP
Duration
6 month initial contract
From
Paxus (Sydney)
Published at
04.01.2012
Project ID:
289142
Contract type
Freelance
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